The Blazing World begins with the kidnapping of a Lady by a merchant who believes he can marry her. The gods punish the merchant by blowing his ship north, where he and his crew freeze to death. The Lady survives, but finds herself in another world, "the Blazing World." The creatures of the Blazing World are human-animal hybrids, and upon discovering the Lady, they take her to their Emperor.
The Emperor marries the Lady, making her Empress of the Blazing World. As Empress, she decides to learn everything she can about this unfamiliar world. She learns that each hybrid species lives independently and follows their own rules, but that every species coexists together peacefully. Each species has a scientific and social role, including chemists, astronomers, and philosophers.
The Empress requests a scribe to write down her findings, and the spirits of the Blazing World send her a woman writer, the Duchess of Newcastle. The two women become close friends, and their souls often mingle and visit one another in their respective worlds. Soon, the Empress realizes that conflict has erupted in the Blazing World due to changes that she herself implemented (namely a new religion, which turned the species against one another). She resolves to return to the way things were.
Later, the Empress hears that war has broken out in her native home. She and an army from the Blazing World cross through the portal between worlds and defeat the enemy army, who pledges their loyalty to the King of ESFI (England, Scotland, France, and Ireland). Meanwhile, the Duchess returns to her own world and shares with her countrymen the wonders of the Blazing World.
In the Epilogue, Cavendish encourages the reader to imagine fantasy worlds and parallel universes of their own.
